Exams¶
The two written exams of the course, each with the code exactly as submitted and a review of the errors found afterwards.
| Exam | Tasks |
|---|---|
| 23 June 2026 | yield curve from IRS rates · mean-variance and mean-MAD frontiers · option pricing with Monte Carlo, binomial tree and Black–Scholes |
| 16 July 2026 | annuity · Black–Scholes against Monte Carlo · MinMax frontier |